spec. forecast-revision-jp-all-fact-best-sharpecite ledger
qbuntu.ai/cite/forecast-revision-jp-all-fact-best-sharpeCC-BY-4.0
Best grid Sharpe ratio is 0.41 (p=0.52).
sharpe_ratio0.41 sharpe_ratiosupports verdict:rejected
Context
period 2024-03-01–2026-09-01; cost=5bps
Source strategy
rejectedequity· regime_dependent
Forecast Revision (JP All Stocks)
forecast-revision-jp-all
fact derives from run: r-forecast-revision-jp-all-0002
Cite this
qbuntu (2026). Best grid Sharpe ratio is 0.41 (p=0.52).. Strategy: Forecast Revision (JP All Stocks). https://qbuntu.ai/cite/forecast-revision-jp-all-fact-best-sharpe
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T06:04:27
fact_id: forecast-revision-jp-all-fact-best-sharpe (immutable)